+68.7%
EEM vs CART
+39.2%
+29.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.8% |
| 7D | -0.1% | +1.5% | -1.6% | -0.2% |
| 30D | -8.6% | +22.4% | -31.0% | -9.9% |
| 3M | -7.0% | +16.5% | -23.5% | -8.1% |
| 6M | -9.7% | +44.9% | -54.6% | -12.3% |
| YTD | +12.1% | +30.0% | -17.8% | +9.5% |
| 1Y | +14.1% | +59.1% | -45.0% | +9.3% |
| 3Y | +72.1% | +138.8% | -66.7% | +57.8% |
| All | +68.7% | +39.2% | +29.5% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CART wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling